Ellen and Helen are variant spellings of the same name (also Helene,
Helena, Elena, etc.).

Eleanor/Eleanora (and other variants) has a different origin, which makes
it a different name from Helen/Ellen. (Although individual people have
modified,"modernized," or Americanized their names any way they wanted, one
example does not a pattern make.)

Ellie can be a pet name for any of the names starting with "El." Nora can
be a short form for any of the names ending in "nora" or an independent name.

Nell/Nellie has been a short form for Ellen, Helen, or Eleanor. However,
Nell/Nellie also evolved into a name in its own right. There is an old
pattern that names beginning with a vowel or an H can take a short form
beginning with N (Edward -> Ned, Anne -> Nancy, etc.).

Lena has been a short form for Helena/e and Magdalena/e; Lena was also used
as a name in its own right.

See the Oxford _A Dictionary of First Names_ by Hanks and Hodges (1994) for
additional information on the etymology of names. Although it is highly
reliable, it is lacking in some uniquely American versions of names,
including pet names and short forms. It usually pays to check more than
one dictionary and to know the time, place, ethnicity, and religion behind
a particular name usage. It is also wise to be cautious of nickname lists
on the Internet, which can be rife with errors.